Abstract
We show how to use local times to analyze the self-intersections of random fields. In particular, we compute the Hausdorff dimension of $r$-multiple times for Brownian motion in the plane, Brownian sheets and Levy's multiparameter Brownian motion.
Citation
Jay Rosen. "Self-Intersections of Random Fields." Ann. Probab. 12 (1) 108 - 119, February, 1984. https://doi.org/10.1214/aop/1176993376
Information